BNP Paribas Call 35 ABLZF 20.06.2025
/ DE000PC1JTK6
BNP Paribas Call 35 ABLZF 20.06.2.../ DE000PC1JTK6 /
12/12/2024 09:16:48 |
Chg.- |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
18.27EUR |
- |
- Bid Size: - |
- Ask Size: - |
ABB Ltd. |
35.00 - |
20/06/2025 |
Call |
Master data
WKN: |
PC1JTK |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ABB Ltd. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 - |
Maturity: |
20/06/2025 |
Issue date: |
11/12/2023 |
Last trading day: |
13/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
17.79 |
Intrinsic value: |
17.30 |
Implied volatility: |
0.45 |
Historic volatility: |
0.21 |
Parity: |
17.30 |
Time value: |
1.09 |
Break-even: |
53.39 |
Moneyness: |
1.49 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
0.11% |
Delta: |
0.93 |
Theta: |
-0.01 |
Omega: |
2.64 |
Rho: |
0.15 |
Quote data
Open: |
18.27 |
High: |
18.27 |
Low: |
18.27 |
Previous Close: |
17.83 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+11.40% |
3 Months |
|
|
+21.96% |
YTD |
|
|
+258.24% |
1 Year |
|
|
+256.14% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
18.84 |
15.77 |
6M High / 6M Low: |
18.84 |
10.61 |
High (YTD): |
09/12/2024 |
18.84 |
Low (YTD): |
19/01/2024 |
3.87 |
52W High: |
09/12/2024 |
18.84 |
52W Low: |
19/01/2024 |
3.87 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
17.37 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
15.27 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
12.34 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
54.88% |
Volatility 6M: |
|
77.74% |
Volatility 1Y: |
|
71.98% |
Volatility 3Y: |
|
- |